-15.7%
BBWI vs ALM
+3,516.3%
-3,532.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.7% | -0.5% |
| 7D | -4.2% | -6.3% | +2.1% | -4.2% |
| 30D | +24.9% | -31.4% | +56.3% | +25.0% |
| 3M | +13.2% | -40.6% | +53.8% | +13.4% |
| 6M | +12.1% | -58.6% | +70.7% | +12.4% |
| YTD | +11.1% | -7.6% | +18.7% | +11.0% |
| 1Y | +0.7% | +13.8% | -13.1% | +0.6% |
| 3Y | -23.8% | +842.1% | -865.9% | -24.5% |
| 5Y | -66.9% | +407.4% | -474.3% | -67.2% |
| 10Y | -45.3% | +2,079.4% | -2,124.7% | -46.0% |
| All | -15.7% | +3,516.3% | -3,532.1% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling